Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,697.3 |
1,703.0 |
5.7 |
0.3% |
1,696.2 |
High |
1,715.5 |
1,744.5 |
29.0 |
1.7% |
1,744.5 |
Low |
1,697.3 |
1,694.0 |
-3.3 |
-0.2% |
1,691.7 |
Close |
1,707.9 |
1,742.8 |
34.9 |
2.0% |
1,742.8 |
Range |
18.2 |
50.5 |
32.3 |
177.5% |
52.8 |
ATR |
17.1 |
19.5 |
2.4 |
14.0% |
0.0 |
Volume |
1,296 |
2,236 |
940 |
72.5% |
6,675 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.6 |
1,861.2 |
1,770.6 |
|
R3 |
1,828.1 |
1,810.7 |
1,756.7 |
|
R2 |
1,777.6 |
1,777.6 |
1,752.1 |
|
R1 |
1,760.2 |
1,760.2 |
1,747.4 |
1,768.9 |
PP |
1,727.1 |
1,727.1 |
1,727.1 |
1,731.5 |
S1 |
1,709.7 |
1,709.7 |
1,738.2 |
1,718.4 |
S2 |
1,676.6 |
1,676.6 |
1,733.5 |
|
S3 |
1,626.1 |
1,659.2 |
1,728.9 |
|
S4 |
1,575.6 |
1,608.7 |
1,715.0 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.7 |
1,866.6 |
1,771.8 |
|
R3 |
1,831.9 |
1,813.8 |
1,757.3 |
|
R2 |
1,779.1 |
1,779.1 |
1,752.5 |
|
R1 |
1,761.0 |
1,761.0 |
1,747.6 |
1,770.1 |
PP |
1,726.3 |
1,726.3 |
1,726.3 |
1,730.9 |
S1 |
1,708.2 |
1,708.2 |
1,738.0 |
1,717.3 |
S2 |
1,673.5 |
1,673.5 |
1,733.1 |
|
S3 |
1,620.7 |
1,655.4 |
1,728.3 |
|
S4 |
1,567.9 |
1,602.6 |
1,713.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,744.5 |
1,651.9 |
92.6 |
5.3% |
26.2 |
1.5% |
98% |
True |
False |
1,466 |
10 |
1,744.5 |
1,651.9 |
92.6 |
5.3% |
19.2 |
1.1% |
98% |
True |
False |
1,174 |
20 |
1,744.5 |
1,598.0 |
146.5 |
8.4% |
17.7 |
1.0% |
99% |
True |
False |
1,239 |
40 |
1,744.5 |
1,569.9 |
174.6 |
10.0% |
15.9 |
0.9% |
99% |
True |
False |
1,122 |
60 |
1,744.5 |
1,556.3 |
188.2 |
10.8% |
17.0 |
1.0% |
99% |
True |
False |
976 |
80 |
1,744.5 |
1,538.1 |
206.4 |
11.8% |
18.7 |
1.1% |
99% |
True |
False |
1,009 |
100 |
1,744.5 |
1,538.1 |
206.4 |
11.8% |
17.1 |
1.0% |
99% |
True |
False |
1,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.1 |
2.618 |
1,876.7 |
1.618 |
1,826.2 |
1.000 |
1,795.0 |
0.618 |
1,775.7 |
HIGH |
1,744.5 |
0.618 |
1,725.2 |
0.500 |
1,719.3 |
0.382 |
1,713.3 |
LOW |
1,694.0 |
0.618 |
1,662.8 |
1.000 |
1,643.5 |
1.618 |
1,612.3 |
2.618 |
1,561.8 |
4.250 |
1,479.4 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,735.0 |
1,735.0 |
PP |
1,727.1 |
1,727.1 |
S1 |
1,719.3 |
1,719.3 |
|